| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 62.02% | -45.64% |
| Max Drawdown | -26.9% | -63.3% |
| Sharpe | 0.92 | -0.12 |
| Sortino | 1.57 | -0.17 |
| Payoff Ratio | 1.29 | 1.14 |
| Profit Factor | 1.27 | 0.98 |
| Common Sense Ratio | 1.44 | 1.02 |
| CPC Index | 0.78 | 0.54 |
| Tail Ratio | 1.13 | 1.04 |
| Outlier Win Ratio | 18.45 | 4.03 |
| Outlier Loss Ratio | 3.17 | 2.79 |
| Volatility (ann.) | 45.66% | 79.21% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.41 | -0.53 |
| Skew | 1.66 | 0.48 |
| Kurtosis | 15.91 | 5.31 |
| Expected Daily % | 0.09% | -0.11% |
| Expected Monthly % | 2.57% | -3.16% |
| Expected Yearly % | 27.29% | -26.27% |
| Kelly Criterion | 6.35% | 3.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.82% | -6.85% |
| Expected Shortfall (cVaR) | -3.82% | -6.85% |
| Year | 6571457:ETCUSD | 6571457:etcusd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 25.90 | -3.16 | + |
| 2025 | -40.79 | 28.69 | -0.70 | + |
| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -6.83% | -33.5% |
| 6M | 28.69% | -20.91% |
| YTD | 28.69% | -40.79% |
| 1Y | 85.56% | -35.67% |
| 3Y (ann.) | 37.83% | -33.32% |
| 5Y (ann.) | 37.83% | -33.32% |
| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| Max Drawdown | -26.9% | -63.3% |
| Longest DD Days | 220.0 | 344.0 |
| Avg. Drawdown | -10.85% | -21.44% |
| Avg. Drawdown Days | 58.0 | 90.0 |
| Recovery Factor | 2.31 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2024-11-21 | -26.90 | 123 |
| 2025-07-21 | 2025-11-16 | -22.35 | 118 |
| 2024-12-07 | 2025-07-15 | -21.02 | 220 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| 2024-07-18 | 2024-07-19 | -0.18 | 1 |
| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -15.25% | -23.38% |
| Best Week | 27.0% | 27.0% |
| Worst Week | -12.91% | -26.28% |
| Best Month | 55.23% | 75.95% |
| Worst Month | -8.1% | -27.05% |
| Best Year | 28.69% | -8.2% |
| Worst Year | 25.9% | -40.79% |
| Avg. Up Day | 3.59% | 3.6% |
| Avg. Down Day | -2.77% | -3.15% |
| Avg. Up Week | 10.46% | 11.13% |
| Avg. Down Week | -4.94% | -8.31% |
| Avg. Up Month | 38.33% | 50.13% |
| Avg. Down Month | -5.63% | -9.42% |
| Win Days % | 47.16% | 48.26% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 43.75% | 43.21% |
| Win Quarter % | 80.0% | 28.57% |
| Win Year % | 100.0% | 0.0% |